+1,176.3%
WYNN vs SBAC
+74,092.3%
-72,916.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.2% |
| 7D | -3.4% | -5.3% | +1.8% | -1.9% |
| 30D | -15.4% | +0.4% | -15.8% | -15.5% |
| 3M | -15.8% | -11.9% | -3.9% | -13.0% |
| 6M | -13.5% | -4.5% | -9.0% | -13.5% |
| YTD | -26.0% | -4.3% | -21.6% | -26.3% |
| 1Y | -27.4% | -3.9% | -23.5% | -27.9% |
| 3Y | -3.7% | -11.0% | +7.3% | -4.5% |
| 5Y | -9.8% | -44.1% | +34.3% | +0.9% |
| 10Y | +1.1% | +81.6% | -80.5% | -23.9% |
| All | +1,176.3% | +74,092.3% | -72,916.0% | +478.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling